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Expected Return-Idiosyncratic Risk Relation: An Investigation with Alternative Factor Models

https://doi.org/10.2139/ssrn.1445199
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inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
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High idiosyncratic volatility and low returns: International and further U.S. evidence
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Idiosyncratic risk and the cross-section of expected stock returns
inferredcites →https://doi.org/10.1080/09603100902984327openalex-extracted
Idiosyncratic volatility and security returns: Australian evidence
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/261365openalex-extracted
Risk, Return, and Equilibrium: A Revisit
inferredcites →https://doi.org/10.1111/0022-1082.00318openalex-extracted
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
inferredcites →https://doi.org/10.1111/j.1467-629x.2006.00184.xopenalex-extracted
In America's thrall: the effects of the US market and US security characteristics on Australian stock returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-extracted
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1142/s0219091507001070openalex-extracted
Does Idiosyncratic Volatility Matter? New Zealand Evidence
inferredcites →https://doi.org/10.1198/073500104000000244openalex-extracted
Testing Asset Pricing Models With Coskewness
inferredcites →https://doi.org/10.2139/ssrn.115788openalex-extracted
Local Return Factors and Turnover in Emerging Stock Markets
inferredcites →https://doi.org/10.2139/ssrn.255303openalex-extracted
Idiosyncratic Risk and Security Returns
inferredcites →https://doi.org/10.2139/ssrn.331921openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.515143openalex-extracted
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.642125openalex-extracted
On the Dynamic Relation between Returns and Idiosyncratic Volatility
inferredcites →https://doi.org/10.2139/ssrn.886717openalex-extracted
inferredcites →https://doi.org/10.2307/2329302openalex-extracted
inferredcites →https://doi.org/10.2307/2329556openalex-extracted
inferredcites →https://doi.org/10.1017/s002210900000274xopenalex-snapshot
Idiosyncratic Volatility and the Cross Section of Expected Returns
inferredcites →https://doi.org/10.1111/1540-6261.00555openalex-snapshot
Idiosyncratic Risk Matters!
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-snapshot
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.3386/w10852openalex-snapshot
The Cross-Section of Volatility and Expected Returns
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